Parameter Estimation for Multivariate Nonlinear Stochastic Differential Equation Models: A Comparison Study

Statistical Modeling for Biological Systems ◽

10.1007/978-3-030-34675-1_13 ◽

2020 ◽

pp. 245-258

Author(s):

Wei Gu ◽

Hulin Wu ◽

Hongqi Xue

Keyword(s):

Differential Equation ◽

Parameter Estimation ◽

Stochastic Differential Equation ◽

Comparison Study ◽

Differential Equation Models ◽

Nonlinear Stochastic Differential Equation

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Boosting Bayesian parameter inference of nonlinear stochastic differential equation models by Hamiltonian scale separation

Physical Review E ◽

10.1103/physreve.93.043313 ◽

2016 ◽

Vol 93 (4) ◽

Cited By ~ 7

Author(s):

Carlo Albert ◽

Simone Ulzega ◽

Ruedi Stoop

Keyword(s):

Differential Equation ◽

Stochastic Differential Equation ◽

Parameter Inference ◽

Scale Separation ◽

Differential Equation Models ◽

Nonlinear Stochastic Differential Equation

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Stochastic Differential Equation Models of Fisheries in an Uncertain World: Extinction Probabilities, Optimal Fishing Effort, and Parameter Estimation

Lecture Notes in Biomathematics - Mathematics in Biology and Medicine ◽

10.1007/978-3-642-93287-8_28 ◽

1985 ◽

pp. 201-206 ◽

Cited By ~ 3

Author(s):

Carlos A. Braumann

Keyword(s):

Differential Equation ◽

Parameter Estimation ◽

Stochastic Differential Equation ◽

Fishing Effort ◽

Differential Equation Models ◽

Extinction Probabilities

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Density-based Monte Carlo filter and its applications in nonlinear stochastic differential equation models

Computers in Biology and Medicine ◽

10.1016/j.compbiomed.2012.11.003 ◽

2013 ◽

Vol 43 (2) ◽

pp. 135-143

Author(s):

Guanghui Huang ◽

Jianping Wan ◽

Hui Chen

Keyword(s):

Differential Equation ◽

Monte Carlo ◽

Stochastic Differential Equation ◽

Differential Equation Models ◽

Nonlinear Stochastic Differential Equation

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Bayesian Objective Functions for Estimating Parameters in Nonlinear Stochastic Differential Equation Models with Limited Data

Industrial & Engineering Chemistry Research ◽

10.1021/acs.iecr.8b00293 ◽

2018 ◽

Vol 57 (27) ◽

pp. 8946-8961 ◽

Cited By ~ 1

Author(s):

Hadiseh Karimi ◽

Kimberley B. McAuley

Keyword(s):

Differential Equation ◽

Stochastic Differential Equation ◽

Objective Functions ◽

Limited Data ◽

Differential Equation Models ◽

Nonlinear Stochastic Differential Equation

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Stochastic Differential Equation Models with Time-Varying Parameters

Continuous Time Modeling in the Behavioral and Related Sciences ◽

10.1007/978-3-319-77219-6_9 ◽

2018 ◽

pp. 205-238 ◽

Cited By ~ 2

Author(s):

Meng Chen ◽

Sy-Miin Chow ◽

Michael D. Hunter

Keyword(s):

Differential Equation ◽

Stochastic Differential Equation ◽

Time Varying ◽

Varying Parameters ◽

Differential Equation Models ◽

Time Varying Parameters

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Parameter estimation in random differential equation models

Eurasian Journal of Mathematical and Computer Applications ◽

10.32523/2306-3172-2017-5-1-5-44 ◽

2017 ◽

Vol 5 (1) ◽

pp. 5-44

Author(s):

H.T. Banks ◽

◽

M.L. Joyner ◽

Keyword(s):

Differential Equation ◽

Parameter Estimation ◽

Random Differential Equation ◽

Differential Equation Models

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Comparison of the Luus−Jaakola Optimization and Gauss−Newton Methods for Parameter Estimation in Ordinary Differential Equation Models

Industrial & Engineering Chemistry Research ◽

10.1021/ie060051q ◽

2006 ◽

Vol 45 (13) ◽

pp. 4716-4725 ◽

Cited By ~ 15

Author(s):

Praveen Linga ◽

Nayef Al-Saifi ◽

Peter Englezos

Keyword(s):

Differential Equation ◽

Ordinary Differential Equation ◽

Parameter Estimation ◽

Newton Methods ◽

Differential Equation Models

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Nonlinear stochastic differential equation as the background of financial fluctuations

10.1063/1.3140536 ◽

2009 ◽

Cited By ~ 5

Author(s):

V. Gontis ◽

B. Kaulakys ◽

J. Ruseckas ◽

Massimo Macucci ◽

Giovanni Basso

Keyword(s):

Differential Equation ◽

Stochastic Differential Equation ◽

Financial Fluctuations ◽

Nonlinear Stochastic Differential Equation

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Two-stage parameter estimation applied to ordinary differential equation models

Journal of the Taiwan Institute of Chemical Engineers ◽

10.1016/j.jtice.2015.05.004 ◽

2015 ◽

Vol 57 ◽

pp. 26-35 ◽

Cited By ~ 5

Author(s):

Jyh-Shyong Chang ◽

Chia-Chi Li ◽

Wei-Ling Liu ◽

Jin-Han Deng

Keyword(s):

Differential Equation ◽

Ordinary Differential Equation ◽

Parameter Estimation ◽

Two Stage ◽

Differential Equation Models

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Developing Itô stochastic differential equation models for neuronal signal transduction pathways

Computational Biology and Chemistry ◽

10.1016/j.compbiolchem.2006.04.002 ◽

2006 ◽

Vol 30 (4) ◽

pp. 280-291 ◽

Cited By ~ 41

Author(s):

Tiina Manninen ◽

Marja-Leena Linne ◽

Keijo Ruohonen

Keyword(s):

Differential Equation ◽

Signal Transduction ◽

Stochastic Differential Equation ◽

Signal Transduction Pathways ◽

Differential Equation Models ◽

Neuronal Signal

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